Some improved Stata ado-files for nonparametric smoothing procedures

Isaías Salgado-Ugarte ()

Mexican Stata Users' Group Meetings 2009 from Stata Users Group

Abstract: In this talk, I introduce some improved programs for nonparametric smoothing that originally were written in a very simple manner. These updated ado-files are simple too, but they are more versatile and more “Stata-like” than the original versions. The ado-files include, for density traces, boxdent (boxcar weight function) and dentrace (boxcar and cosine weight functions); for choosing the smoothing parameter in density-frequency estimation, bandw (which permits kernel specification with automatic bandwidth adjustment); for direct and discretized variable bandwidth density estimation, varwiker and varwike2, respectively; for finding critical bandwidth for a specified number of modes, critiband; and for nonparametric assessment of multimodality, bootsamb (to use in conjunction with the boot command). In spite of its simplicity, this collection of commands has proved to be very useful in the analysis of biological (and other kinds of) data, saving the analyst considerabe amounts of time and effort.

Date: 2009-06-05
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